我用 MC 測 SET 12000 BARS for ES (sp500 mini futures )
得到 daily bar :一年
60min bar : 3 個月 (30000 bars setting )
(所以 AM 上你用多少min bar setting )
IB rule 就明表示如此 MC show it meet rule !!
I think it over again !!
We must separate realtime backfill need (online) and historical test (offline)
,for historical ,using ascii source to download from source seller -file size up to 7GB
(MC limitation ) .
For AM , I use mldownloader to download globally many country's EOD data from 1962til now
reference http://www.coco-in.net/redirect. ... 119&fromuid=393
For realtime ,if your indicator need MA800 ,then larger than 800 bar backfill is enough .